Strong approximation of multiple Itô and Stratonovich stochastic integrals: multiple Fourier series approach (Q3090929)
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scientific article; zbMATH DE number 5945511
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| English | Strong approximation of multiple Itô and Stratonovich stochastic integrals: multiple Fourier series approach |
scientific article; zbMATH DE number 5945511 |
Statements
6 September 2011
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stochastic integral of Itô and Stratonovich type
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multiple integral
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Fourier series
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0.931908369064331
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0.8802055716514587
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